+362.4%
PCAR vs HCA
+511.6%
-149.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.3% |
| 7D | -1.6% | +5.4% | -7.0% | -3.1% |
| 30D | -6.4% | +3.0% | -9.3% | -7.2% |
| 3M | +4.7% | +13.0% | -8.4% | +0.6% |
| 6M | +4.5% | -20.3% | +24.8% | +10.8% |
| YTD | +13.0% | -8.2% | +21.2% | +14.7% |
| 1Y | +23.6% | +6.7% | +16.9% | +19.7% |
| 3Y | +60.7% | +60.4% | +0.4% | +34.1% |
| 5Y | +164.5% | +73.4% | +91.1% | +109.0% |
| All | +362.4% | +511.6% | -149.2% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling